Characterization of estimators uniformly shrinking on subspaces - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Linear Algebra and its Applications Année : 2012

Characterization of estimators uniformly shrinking on subspaces

Alain Mom
  • Fonction : Auteur
  • PersonId : 929180
Pierre Druilhet
  • Fonction : Auteur
  • PersonId : 929181

Résumé

Shrinkage factors play an important role in the behaviour of biased estimators. In this paper, we first show that the only way to have bounded shrinkage factors on a subspace is to shrink uniformly on this subspace. Then, we characterize regressions on components that shrink uniformly on the subspaces spanned by their associated weight vectors. We show that this problem is equivalent to solving a set of linear equations involving two different projectors. We define a class of matrices whose eigen decompositions give the solution.

Dates et versions

hal-00724816 , version 1 (22-08-2012)

Identifiants

Citer

Alain Mom, Pierre Druilhet. Characterization of estimators uniformly shrinking on subspaces. Linear Algebra and its Applications, 2012, 437 (7), pp.1771-1778. ⟨10.1016/j.laa.2012.04.037⟩. ⟨hal-00724816⟩
96 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More